Related papers: Fast parallel sampling under isoperimetry

The Massive Parallel Computation (MPC) model is a theoretical framework for popular parallel and distributed platforms such as MapReduce, Hadoop, or Spark. We consider the task of computing a large matching or small vertex cover in this…

We study the problem of posterior sampling in the context of score based generative models. We have a trained score network for a prior $p(x)$, a measurement model $p(y|x)$, and are tasked with sampling from the posterior $p(x|y)$. Prior…

Designing scalable estimation algorithms is a core challenge in modern statistics. Here we introduce a framework to address this challenge based on parallel approximants, which yields estimators with provable properties that operate on the…

We sample from a given target distribution by constructing a neural network which maps samples from a simple reference, e.g. the standard normal distribution, to samples from the target. To that end, we propose using a neural network…

Bayesian neural learning feature a rigorous approach to estimation and uncertainty quantification via the posterior distribution of weights that represent knowledge of the neural network. This not only provides point estimates of optimal…

Statistical divergences are ubiquitous in machine learning as tools for measuring discrepancy between probability distributions. As these applications inherently rely on approximating distributions from samples, we consider empirical…

We give the first outlier-robust efficient algorithm for clustering a mixture of $k$ statistically separated d-dimensional Gaussians (k-GMMs). Concretely, our algorithm takes input an $\epsilon$-corrupted sample from a $k$-GMM and whp in…

This paper explores methods for estimating or approximating the total variation distance and the chi-squared divergence of probability measures within topological sample spaces, using independent and identically distributed samples. Our…

We propose a novel method for sampling from unnormalized Boltzmann densities based on a probability flow ordinary differential equation (ODE) derived from linear stochastic interpolants. The key innovation of our approach is the use of a…

We propose a general algorithm for approximating nonstandard Bayesian posterior distributions. The algorithm minimizes the Kullback-Leibler divergence of an approximating distribution to the intractable posterior distribution. Our method…

We consider the problem of clustering with the longest-leg path distance (LLPD) metric, which is informative for elongated and irregularly shaped clusters. We prove finite-sample guarantees on the performance of clustering with respect to…

The Kullback-Leibler divergence or relative entropy is an information-theoretic measure between statistical models that play an important role in measuring a distance between random variables. In the study of complex systems, random fields…

We study a sampling problem whose target distribution is $\pi \propto \exp(-f-r)$ where the data fidelity term $f$ is Lipschitz smooth while the regularizer term $r=r_1-r_2$ is a non-smooth difference-of-convex (DC) function, i.e.,…

We propose a new algorithm---Stochastic Proximal Langevin Algorithm (SPLA)---for sampling from a log concave distribution. Our method is a generalization of the Langevin algorithm to potentials expressed as the sum of one stochastic smooth…

We propose a Markov chain Monte Carlo (MCMC) algorithm based on third-order Langevin dynamics for sampling from distributions with log-concave and smooth densities. The higher-order dynamics allow for more flexible discretization schemes,…

This work presents an upper-bound to value that the Kullback-Leibler (KL) divergence can reach for a class of probability distributions called quantum distributions (QD). The aim is to find a distribution $U$ which maximizes the KL…

Sampling with Markov chain Monte Carlo methods often amounts to discretizing some continuous-time dynamics with numerical integration. In this paper, we establish the convergence rate of sampling algorithms obtained by discretizing smooth…

When a statistical model $\{P_{\theta} : \theta \in \Theta\}$ lacks analytically tractable likelihoods, parametric statistical inference based on data generated from an unknown underlying distribution $P$ can still be performed as long as…

Let $p$ be an unknown and arbitrary probability distribution over $[0,1)$. We consider the problem of {\em density estimation}, in which a learning algorithm is given i.i.d. draws from $p$ and must (with high probability) output a…

Expander decompositions have become one of the central frameworks in the design of fast algorithms. For an undirected graph $G=(V,E)$, a near-optimal $\phi$-expander decomposition is a partition $V_1, V_2, \ldots, V_k$ of the vertex set $V$…